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Browsing by Author Liu, Fang-I


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Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
2009Estimation of Short- and Long- Term VaR for Long-Memory Stochastic Volatility ModelsHo, Hwai-Chung ; Liu, Fang-IHandbook of Quantitative Finance and Risk Management (USA : Springer)
2010Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model: long vs. short memoryHo, Hwai-Chung ; Yang, Sharon S.; Liu, Fang-IASTIN BULLETIN 40(2), 669-698
2010On empirical distribution of long-memory stochastic volatility processes.Ho, Hwai-Chung ; Liu, Fang-IJournal of Chinese Statistical Association 48(1), 31-44
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